Questions tagged [convergence]

For questions related to the convergence of AI algorithms.

34 questions with no upvoted or accepted answers
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Is the Bellman equation that uses sampling weighted by the Q values (instead of max) a contraction?

It is proved that the Bellman update is a contraction (1). Here is the Bellman update that is used for Q-Learning: $$Q_{t+1}(s, a) = Q_{t}(s, a) + \alpha*(r(s, a, s') + \gamma \max_{a^*} (Q_{t}(s', ...
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1answer
106 views

REINFORCE algorithm for portfolio optimization - problem while training

I'm trying to implement the Reinforce algorithm (Monte Carlo policy gradient) in order to optimize a portfolio of 94 stocks on a daily basis (I have suitable historical data to achieve this). The idea ...
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68 views

Convergence of a delayed policy update Q-learning

I thought about an algorithm that twists the standard Q-learning slightly, but I am not sure whether convergence to the optimal Q-value could be guaranteed. The algorithm starts with an initial ...
3
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1answer
343 views

Why does the error of my LSTM not decrease after 10 epochs?

Despite the problem being very simple, I was wondering why an LSTM network was not able to converge to a decent solution. ...
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30 views

How do we give a kick start to the Facenet network?

I read the Facenet paper and one thing I am not sure about (it might be trivial and I missed it) is how do we give the kick start to the network. The embeddings in the beginning are random, so ...
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37 views

How to know when a Environment will yield a deterministic model

Given enough experiment data on time taken for objects to fall to earth from different heights, one can create various models that will accurately predict the time it will take for an object falling ...
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25 views

How to fix high variance of the returns on a 2d env?

I'm trying to train an agent on a self-written 2d env, and it just doesn't converge to the solution. It is basically a 2d game where you have to move a small circle around the screen and try to avoid ...
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77 views

Why does the number of input tokens to an LSTM have an impact on the convergence of Integrated Gradients?

Background I am computing the attribution scores for a simple LSTM model using Integrated Gradients. This method defines the contribution of a feature to a model prediction by integrating over the ...
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39 views

Hand Landmark Detector Not Converging

I'm currently trying to train a custom model with TensorFlow to detect 17 landmarks/keypoints on each of 2 hands shown in an image (fingertips, first knuckles, bottom knuckles, wrist, and palm), for ...
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40 views

Why does TD (0) converge to the MLE solution of the Markov model?

Why does TD (0) converge to the MLE solution of the Markov model? Let's take the Example 6.4 in Sutton and Barto's book as an example. Example 6.4: You are the Predictor Place yourself now in the ...
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9 views

References for the convergence of gradient-based algorithms for training neural networks

I'm looking for some good references that give convergence results of training neural networks. I'm decently familiar with works that analyze the convergence of SGD, and, in particular, I really like ...
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19 views

React on train-validation curve after trening

I have a regression task that I tray to solve with AI. I have around 6M rows with about 30 columns. (originally there was 100, but I reduce it with drop feature importance) I understand basic ...
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59 views

If the performance of an RL agent in a partially observable environment is "good", is this likely only accidental?

In my research, I remember to have read that, in case of an environment which can be modeled by partially observable MDP, there are no convergence guarantees (unfortunately, I do not find the paper ...
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448 views

Why is DDPG not learning and it does not converge?

I have used a different setting, but DDPG is not learning and it does not converge. I have used these codes 1,2, and 3 and I used different optimizers, activation functions, and learning rate but ...
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120 views

If the minimum Q value is decreasing and the maximum Q value increasing, is this a sign that dueling double DQN is diverging?

I'm training a dueling double DQN agent with prioritized replay buffer and notice that the min Q values are decreasing, while the max Q values are increasing. Is this a sign that it is diverging? ...
2
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431 views

Why is it hard to prove the convergence of the deep Q-learning algorithm?

Why is it hard to prove the convergence of the DQN algorithm? We know that the tabular Q-learning algorithm converges to the optimal Q-values, and with a linear approximator convergence is proved. ...
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43 views

How to show Monte Carlo methods converge to an estimate which minimizes mean squared error?

In chapter six of Sutton and Barto (p.128), they claim Monte Carlo methods converge to an estimate minimizing the mean squared error. How can this be shown formally? Bump
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75 views

Are there reinforcement learning algorithms that ensure convergence for continuous state space problems?

The Q-learning does not guarantee convergence for continuous state space problems (Why doesn't Q-learning converge when using function approximation?). In that case, is there an algorithm which ...
2
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1answer
470 views

Why does Q-learning converge to the optimal policy, even if the agent acts sub-optimally?

In Q-learning, during training, it doesn't matter how the agent selects actions. The algorithm always converges to the optimal policy. Why does this happen? What's the intuition?
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35 views

Is input standardisation better than input normalisation?

Consider a network which takes samples of single values. And consider the training set of 5 samples: $$ inp = [5, 6, 7, 8, 9] $$ Input normalisation: $$ min = 5, max = 9, span = 9-5 = 4 \\ Input1 = [(...
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21 views

Is there any work that applies the approach in "Finite-Sample Convergence Rates for Q-Learning and Indirect Algorithms" to standard Q-learning?

I am trying to mathematically characterize the finite sample convergence rates for Q-learning. To this end, I have read the following papers Learning rates for Q-learning, by Eyal Even-Dar et al.; ...
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43 views

How to have closer validation loss and training loss in training a CNN

I am using an AlexNet architecture as my Convolutional Neural Network. A learning rate of 0.00007 and 128 batch_size. I have 20000 data and 10% test, 40% validation, and 50% for training. I used 100 ...
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73 views

Is Monte Carlo tree search guaranteed to converge to the optimal solution in two player zero-sum stochastic games?

I'm aware that convergence proofs for Monte Carlo tree search exist in the case of deterministic zero sum games and Markov decision processes. I have come across research which applies MCTS to zero-...
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37 views

How can deep Q-learning converge if the targets may not be correct?

In deep Q-learning, $Q(s, a)$ and $Q'(s, a)$ are predicted or estimated by the neural network itself. In supervised learning, the target value is a true unbiased value. However, this isn't the case in ...
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72 views

When does Monte Carlo linear function approximation converge?

In this Stanford lecture (minute 35:47 and 37:00), the professor says that Monte Carlo (MC) linear function approximation does not always converge, and she gives an example. In general, when does MC ...
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81 views

Does SARSA(0) converge to the optimal policy in expectation if the Robbins-Monro conditions are removed?

The conditions of convergence of SARSA(0) to the optimal policy are : The Robbins-Monro conditions above hold for $α_t$. Every state-action pair is visited infinitely often The policy is greedy with ...
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32 views

Imposing contraints on sequence of image classifications

Are there example implementations of networks that apply constraints across sequences of image classifications where class labels are ordinal numbers? For example, to cause the output of a CNN to ...
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21 views

dDQN converges, but makes suboptimal decisions that are mainly focused on retrieving short-term reward

I use a dDQN to dispatch drivers in a ride-hailing environment. The action space has size (#drivers + 1), which means we can choose one of the drivers or choose to refuse an order (and wait for the ...
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17 views

proof of convergence for the random forest algorithm

I am looking for the proof of convergence of the random forest algorithm. A cursory google search shows many, but I do not understand which version (original?) of the algorithm this is. Can you kindly ...
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32 views

Why is the proof of convergence in the GAN paper not applicable practically?

This question is about generative adversarial networks and restricted to the research paper titled Generative Adversarial Nets. If I select a particular architecture of MLP as a generator and trained ...
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14 views

MDP - policy iteration convergence proof

I'm currently taking an Intro to AI course, and we've learned about MDP's and specifically about policy iteration. When we talked about the convergence of the policy iteration, it was mentioned that ...
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38 views

Why don't we use this intialization with SGD rather than random?

Suppose I have a loss function as a polynomial with its variables being the weights of a network I wish to tune. Now, we want to find the minima of the loss function - so basically ...
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1answer
69 views

Is it a good idea to overfit on a small part of your data for faster model convergence?

I working on a classification problem that needs to detect patterns on a time serie. Basically, there's a catch-all class that means "no pattern detected", the other are for the specific patterns. The ...
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1answer
3k views

RNN LSTM not converging with Adam

I am trying to train a RNN with text from wikipedia but I having having trouble getting the RNN to converge. I have tried increasing the batch size but it doesn't seem to be helping. All data is one ...